Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 93 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 94 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 17.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 97 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.36 | — |
| Median market vapitalization | 3.93M | — |
| 3-year earnings growth | 19.28 | — |